stochastic network interdiction

Distributionally risk-receptive and risk-averse network interdiction problems with general ambiguity set

  • Sumin Kang
  • Manish Bansal
    • Categories Nonlinear Optimization, Stochastic Programming Tags , , , ,

    We introduce generalizations of stochastic network interdiction problem with distributional ambiguity. Specifically, we consider a distributionally risk-averse (or robust) network interdiction problem (DRA-NIP) and a distributionally risk-receptive network interdiction problem (DRR-NIP) where a leader maximizes a follower’s minimal expected objective value for either the worst-case or the best-case, respectively, probability distribution belonging to ambiguity set … Read more

    Successive Quadratic Upper-Bounding for Discrete Mean-Risk Minimization and Network Interdiction

  • Alper Atamturk
  • Carlos Deck
  • Hyemin Jeon
    • Categories (Mixed) Integer Nonlinear Programming, Robust Optimization Tags , , , ,

    The advances in conic optimization have led to its increased utilization for modeling data uncertainty. In particular, conic mean-risk optimization gained prominence in probabilistic and robust optimization. Whereas the corresponding conic models are solved efficiently over convex sets, their discrete counterparts are intractable. In this paper, we give a highly effective successive quadratic upper-bounding procedure … Read more

    Reformulation and Sampling to Solve a Stochastic Network Interdiction Problem

  • Udom Janjarassuk
  • Jeff Linderoth
    • Categories Applications - OR and Management Sciences, Stochastic Programming Tags , ,

    The Network Interdiction Problem involves interrupting an adversary’s ability to maximize flow through a capacitated network by destroying portions of the network. A budget constraint limits the amount of the network that can be destroyed. In this paper, we study a stochastic version of the network interdiction problem in which the successful destruction of an … Read more